RBI Call/Andritz 23-25/ AT0000A37801 /
| 2024-06-26 12:04:53 PM | Chg.-0.030 | Bid5:26:19 PM | Ask5:26:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.220EUR | -2.40% | - Bid Size: - |
- Ask Size: - |
ANDRITZ AG | 48.00 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1A5C |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 48.00 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2025-03-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.16 |
|---|---|
| Intrinsic value: | 0.95 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.24 |
| Parity: | 0.95 |
| Time value: | 0.30 |
| Break-even: | 60.40 |
| Moneyness: | 1.20 |
| Premium: | 0.05 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.02 |
| Spread %: | 1.64% |
| Delta: | 0.82 |
| Theta: | -0.01 |
| Omega: | 3.80 |
| Rho: | 0.25 |
Quote data
| Open: | 1.240 |
|---|---|
| High: | 1.240 |
| Low: | 1.220 |
| Previous Close: | 1.250 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -3.94% | ||
|---|---|---|---|
| 1 Month | +16.19% | ||
| 3 Months | 0.00% | ||
| YTD | +7.96% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.280 | 1.240 |
|---|---|---|
| 1M High / 1M Low: | 1.580 | 0.918 |
| 6M High / 6M Low: | 1.580 | 0.781 |
| High (YTD): | 2024-06-13 | 1.580 |
| Low (YTD): | 2024-04-29 | 0.781 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.262 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.204 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.166 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 136.86% | |
| Volatility 6M: | 96.23% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
